CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 14-Nov-2022
Day Change Summary
Previous Current
11-Nov-2022 14-Nov-2022 Change Change % Previous Week
Open 1.0414 1.0489 0.0076 0.7% 1.0119
High 1.0529 1.0518 -0.0012 -0.1% 1.0529
Low 1.0334 1.0459 0.0126 1.2% 1.0119
Close 1.0525 1.0518 -0.0008 -0.1% 1.0525
Range 0.0196 0.0059 -0.0137 -70.1% 0.0411
ATR 0.0111 0.0108 -0.0003 -2.9% 0.0000
Volume 281 92 -189 -67.3% 1,292
Daily Pivots for day following 14-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0674 1.0654 1.0550
R3 1.0615 1.0596 1.0534
R2 1.0557 1.0557 1.0528
R1 1.0537 1.0537 1.0523 1.0547
PP 1.0498 1.0498 1.0498 1.0503
S1 1.0479 1.0479 1.0512 1.0488
S2 1.0440 1.0440 1.0507
S3 1.0381 1.0420 1.0501
S4 1.0323 1.0362 1.0485
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.1622 1.1484 1.0751
R3 1.1212 1.1074 1.0638
R2 1.0801 1.0801 1.0600
R1 1.0663 1.0663 1.0563 1.0732
PP 1.0391 1.0391 1.0391 1.0425
S1 1.0253 1.0253 1.0487 1.0322
S2 0.9980 0.9980 1.0450
S3 0.9570 0.9842 1.0412
S4 0.9159 0.9432 1.0299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0529 1.0150 0.0379 3.6% 0.0126 1.2% 97% False False 273
10 1.0529 0.9920 0.0610 5.8% 0.0109 1.0% 98% False False 163
20 1.0529 0.9889 0.0640 6.1% 0.0091 0.9% 98% False False 303
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0766
2.618 1.0671
1.618 1.0612
1.000 1.0576
0.618 1.0554
HIGH 1.0518
0.618 1.0495
0.500 1.0488
0.382 1.0481
LOW 1.0459
0.618 1.0423
1.000 1.0401
1.618 1.0364
2.618 1.0306
4.250 1.0210
Fisher Pivots for day following 14-Nov-2022
Pivot 1 day 3 day
R1 1.0508 1.0458
PP 1.0498 1.0399
S1 1.0488 1.0340

These figures are updated between 7pm and 10pm EST after a trading day.

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